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Date/Time: Thu, 02 May 2024 22:11:36 +0000



Post From: Python for Sierra Chart

[2023-01-12 15:52:15]
BillsSBC - Posts: 29
For some reason the close values are never correct when resampling the data. It appears correct after the next resampling timeframe passes for the historical data timeframes. So if I'm resampling by 1 min. The previous 1min and rest of the data when the candle closes is correct. But for the close price of the current candle it's incorrect. Have you seen this?

In this case, my guess is that while Pandas is using the DateTime index to resample your values, SC uses microseconds as a counter which could screw up the incomplete/current bar. Example 09:30:00.3 is actually lower in time than 09:30:00.20 within SC.